✦ LIBER ✦

The implied volatility smirk

✍ Scribed by Zhang, Jin E.; Xiang, Yi

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Financial Reporting Opacity and Expected

✍ Kim, Jeong-Bon; Zhang, Liandong 📂 Article 📅 2014 🏛 Canadian Academic Accounting Association 🌐 English ⚖ 267 KB

Implied Volatility: Options

✍ Albert Madansky and Gary L. Gastineau 📂 Article 📅 1986 🏛 CFA Institute 🌐 English ⚖ 236 KB

Computing the implied volatility in stoc

✍ Henri Berestycki; Jérôme Busca; Igor Florent 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 213 KB 👁 1 views

The Informational Content of Implied Vol

✍ Linda Canina and Stephen Figlewski 📂 Article 📅 1993 🏛 Oxford University Press 🌐 English ⚖ 445 KB

ASYMPTOTICS OF IMPLIED VOLATILITY IN LOC

✍ Jim Gatheral; Elton P. Hsu; Peter Laurence; Cheng Ouyang; Tai-Ho Wang 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 324 KB

Implied Volatility Functions: Empirical

✍ Bernard Dumas; Jeff Fleming; Robert E. Whaley 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 751 KB